-2.7%
PTC vs SSNC
+56.7%
-59.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.3% |
| 7D | -10.3% | +0.6% | -10.9% | -10.6% |
| 30D | +1.1% | +6.0% | -4.9% | -2.2% |
| 3M | +1.6% | +21.0% | -19.4% | -9.1% |
| 6M | -13.5% | +12.1% | -25.6% | -19.4% |
| YTD | -19.1% | -3.2% | -15.8% | -18.5% |
| 1Y | -33.9% | -4.4% | -29.5% | -33.0% |
| All | -2.7% | +56.7% | -59.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling